I went through the CBT then Direct Access (equivalent of the MSF I think) route. I was no natural at the CBT, wobbling about all over the place, but I got the hang of it by the end of the afternoon. However, the instructors said that they regularly send people home at mid-day (before they do the afternoon "real riding on real roads" section of the course) because they just don't think they will make it. This isn't a decision they take lightly, since although they don't lose money, word of mouth bad publicity would not do them any favours. They make you sign a five page disclaimer before you get on one of their bikes too, so it's not as if they need to worry about any liability.
So you're not the only one to "fail", don't worry about it.
And I fell off about a month ago stalling in a car park.. these things happen. I will never stop where my right foot is three inches lower than my left foot again...
